首都经济贸易大学学报Issue(3)：24-30,7.
基于有限关注的创业板 IPO限售股解禁公告漂移研究
Research on Price Drift Caused by the Announcement About Release of the GEM Restricted Stock Based on Limited Attention
黄顺武 1王梦莹2
作者信息
- 1. 合肥工业大学 经济学院，安徽 合肥 230601
- 2. 合肥工业大学 工业信息研究院，安徽 合肥 230601
- 折叠
摘要
Abstract
Limited attention is one of the leading theory in behavioral finance.Due to limitation of the time,the knowledge the ability,and other things,the investors have to choose the aspect they value mostly to follow when there are lots of messages in front of them.Therefore,limited attention is inevitable.This article studies the influence between the IA and the price after the desterilization of non-tradable shares based on the limited attention theory. Research shows that the price drift really exists in China's securities market as the IPO restricted stocks are re-lieved;the investors'attentions have a positive correlation with price response either at sight or on lag,and may have a greater influence on the second release as well.关键词
有限关注/IPO/限售股解禁/股价漂移Key words
limited attention/IPO/desterilization of restricted shares/share price drift分类
管理科学引用本文复制引用
黄顺武,王梦莹..基于有限关注的创业板 IPO限售股解禁公告漂移研究[J].首都经济贸易大学学报,2015,(3):24-30,7.
